NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
94.36 |
94.47 |
0.11 |
0.1% |
95.61 |
| High |
95.80 |
94.90 |
-0.90 |
-0.9% |
96.04 |
| Low |
93.95 |
92.21 |
-1.74 |
-1.9% |
93.26 |
| Close |
94.24 |
92.68 |
-1.56 |
-1.7% |
94.14 |
| Range |
1.85 |
2.69 |
0.84 |
45.4% |
2.78 |
| ATR |
1.74 |
1.81 |
0.07 |
3.9% |
0.00 |
| Volume |
74,820 |
77,197 |
2,377 |
3.2% |
405,308 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.33 |
99.70 |
94.16 |
|
| R3 |
98.64 |
97.01 |
93.42 |
|
| R2 |
95.95 |
95.95 |
93.17 |
|
| R1 |
94.32 |
94.32 |
92.93 |
93.79 |
| PP |
93.26 |
93.26 |
93.26 |
93.00 |
| S1 |
91.63 |
91.63 |
92.43 |
91.10 |
| S2 |
90.57 |
90.57 |
92.19 |
|
| S3 |
87.88 |
88.94 |
91.94 |
|
| S4 |
85.19 |
86.25 |
91.20 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.26 |
95.67 |
|
| R3 |
100.04 |
98.48 |
94.90 |
|
| R2 |
97.26 |
97.26 |
94.65 |
|
| R1 |
95.70 |
95.70 |
94.39 |
95.09 |
| PP |
94.48 |
94.48 |
94.48 |
94.18 |
| S1 |
92.92 |
92.92 |
93.89 |
92.31 |
| S2 |
91.70 |
91.70 |
93.63 |
|
| S3 |
88.92 |
90.14 |
93.38 |
|
| S4 |
86.14 |
87.36 |
92.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.80 |
92.21 |
3.59 |
3.9% |
1.66 |
1.8% |
13% |
False |
True |
88,546 |
| 10 |
97.68 |
92.21 |
5.47 |
5.9% |
1.72 |
1.9% |
9% |
False |
True |
77,278 |
| 20 |
97.68 |
90.50 |
7.18 |
7.7% |
1.84 |
2.0% |
30% |
False |
False |
79,811 |
| 40 |
97.68 |
90.07 |
7.61 |
8.2% |
1.73 |
1.9% |
34% |
False |
False |
60,110 |
| 60 |
97.68 |
82.46 |
15.22 |
16.4% |
1.74 |
1.9% |
67% |
False |
False |
50,401 |
| 80 |
97.68 |
82.46 |
15.22 |
16.4% |
1.68 |
1.8% |
67% |
False |
False |
42,714 |
| 100 |
97.68 |
80.00 |
17.68 |
19.1% |
1.73 |
1.9% |
72% |
False |
False |
38,673 |
| 120 |
97.68 |
77.46 |
20.22 |
21.8% |
1.70 |
1.8% |
75% |
False |
False |
34,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.33 |
|
2.618 |
101.94 |
|
1.618 |
99.25 |
|
1.000 |
97.59 |
|
0.618 |
96.56 |
|
HIGH |
94.90 |
|
0.618 |
93.87 |
|
0.500 |
93.56 |
|
0.382 |
93.24 |
|
LOW |
92.21 |
|
0.618 |
90.55 |
|
1.000 |
89.52 |
|
1.618 |
87.86 |
|
2.618 |
85.17 |
|
4.250 |
80.78 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.56 |
94.01 |
| PP |
93.26 |
93.56 |
| S1 |
92.97 |
93.12 |
|